+32.5%
CLF vs REPL
-6.0%
+38.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | +7.6% | -3.0% | +10.5% | +7.8% |
| 30D | -1.2% | +27.1% | -28.3% | -3.2% |
| 3M | -13.4% | +52.4% | -65.8% | -19.5% |
| 6M | +15.4% | +107.4% | -92.0% | -5.2% |
| YTD | -5.9% | +54.7% | -60.6% | -20.6% |
| 1Y | +18.8% | +158.9% | -140.0% | -9.3% |
| 3Y | -19.4% | -23.7% | +4.3% | -42.3% |
| 5Y | -47.7% | -54.3% | +6.6% | -60.8% |
| All | +32.5% | -6.0% | +38.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling